| CAGR | ๋์ ์์ต๋ฅ | ์ฐ๊ฐ๋ณ๋์ฑ | ์คํ๋น์จ | ์ต๋๋ํญ | ์นผ๋ง๋น์จ | |
|---|---|---|---|---|---|---|
| Magic Formula_์ ์๊ธฐ์ | 36.77% | 3048.95% | 1.805718 | 0.203604 | -0.097697 | 3.763198 |
| Magic Formula_์ ์ฒด๊ธฐ์ | 36.65% | 3019.4% | 1.805517 | 0.202978 | -0.097697 | 3.751207 |
| EV/EBITDA_์ ์๊ธฐ์ | 5.68% | 179.49% | 0.230575 | 0.246545 | -0.197499 | 0.287835 |
| EV/EBITDA_์ ์ฒด๊ธฐ์ | 5.68% | 179.49% | 0.230575 | 0.246545 | -0.197499 | 0.287835 |
| Momentum 12m_์ ์๊ธฐ์ | 40.35% | 5218.07% | 0.419219 | 0.962590 | -0.087152 | 4.630248 |
| Momentum 12m_์ ์ฒด๊ธฐ์ | 40.58% | 5311.91% | 0.411447 | 0.986203 | -0.016939 | 23.954145 |
| F-score_์ ์๊ธฐ์ | 2.93% | 24.19% | 0.159094 | 0.184144 | -0.161530 | 0.181367 |
| F-score_์ ์ฒด๊ธฐ์ | 2.93% | 24.19% | 0.159094 | 0.184144 | -0.161530 | 0.181367 |
| QMJ_์ ์๊ธฐ์ | 7.41% | 128.96% | 0.157910 | 0.469280 | -0.051635 | 1.435154 |
| QMJ_์ ์ฒด๊ธฐ์ | 7.5% | 131.15% | 0.157145 | 0.477478 | -0.051635 | 1.453156 |
| LowVol_์ ์๊ธฐ์ | 7.06% | 111.79% | 0.261113 | 0.270379 | -0.036103 | 1.955475 |
| LowVol_์ ์ฒด๊ธฐ์ | 7.06% | 111.79% | 0.261113 | 0.270379 | -0.036103 | 1.955475 |
| FF3 Strategy_์ ์๊ธฐ์ | 0.41% | 11.4% | 0.195051 | 0.021240 | -0.298020 | 0.013901 |
| FF3 Strategy_์ ์ฒด๊ธฐ์ | 4.98% | 78.49% | 0.205245 | 0.242731 | -0.126469 | 0.393927 |
| ์ ๋ต | ์ ์๊ธฐ์ _CAGR(%) | ์ ์ฒด๊ธฐ์ _CAGR(%) | CAGR_์ฐจ์ด | ์ ์๊ธฐ์ _์คํ | ์ ์ฒด๊ธฐ์ _์คํ | ์คํ_์ฐจ์ด |
|---|---|---|---|---|---|---|
| Magic Formula | 36.77% | 36.65% | +0.12%p | 0.204 | 0.203 | +0.001 |
| EV/EBITDA | 5.68% | 5.68% | +0.00%p | 0.247 | 0.247 | +0.000 |
| Momentum 12m | 40.35% | 40.58% | -0.22%p | 0.963 | 0.986 | -0.024 |
| F-score | 2.93% | 2.93% | +0.00%p | 0.184 | 0.184 | +0.000 |
| QMJ | 7.41% | 7.50% | -0.09%p | 0.469 | 0.477 | -0.008 |
| LowVol | 7.06% | 7.06% | +0.00%p | 0.270 | 0.270 | +0.000 |
| FF3 Strategy | 0.41% | 4.98% | -4.57%p | 0.021 | 0.243 | -0.221 |